+526.2%
BE vs USB
+24.8%
+501.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.7% |
| 7D | -12.1% | +2.4% | -14.5% | -13.7% |
| 30D | -30.1% | +6.6% | -36.7% | -33.4% |
| 3M | -12.1% | -4.1% | -8.1% | -10.1% |
| 6M | -30.6% | +12.5% | -43.0% | -37.0% |
| YTD | +130.6% | +17.6% | +113.0% | +102.4% |
| 1Y | +55.3% | +36.5% | +18.8% | +22.3% |
| 3Y | +1,755.6% | +95.4% | +1,660.2% | +1,028.3% |
| All | +526.2% | +24.8% | +501.4% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling